MAKENA CAPITAL MANAGEMENT LLC Q4 2015 Filing
Filed February 9, 2016
Portfolio Value
$976.7M
Holdings
19
Report Date
Q4 2015
Filing Type
13F-HR
All Holdings (19 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | EFAISHARES TR | 7,087,000 | $416.1M | 42.61% | Put |
| 2 | EEMISHARES TR | 9,083,800 | $292.4M | 29.94% | Put |
| 3 | IVVISHARES TR | 403,648 | $82.7M | 8.47% | |
| 4 | BNDXVANGUARD CHARLOTTE FDS | 568,396 | $30.1M | 3.08% | |
| 5 | IGEISHARES TR | 944,745 | $26.6M | 2.72% | |
| 6 | VWOVANGUARD INTL EQUITY INDEX F | 654,640 | $21.4M | 2.19% | |
| 7 | HYGISHARES TR | 229,192 | $18.5M | 1.89% | |
| 8 | IWMISHARES TR | 133,755 | $15.0M | 1.54% | |
| 9 | TIPISHARES TR | 125,835 | $13.8M | 1.41% | |
| 10 | AQLTISHARES TR | 189,603 | $10.3M | 1.06% | |
| 11 | VEAVANGUARD TAX MANAGED INTL FD | 244,290 | $9.0M | 0.92% | |
| 12 | IYRISHARES TR | 113,644 | $8.5M | 0.87% | |
| 13 | DJPBARCLAYS BK PLC | 336,619 | $7.2M | 0.74% | |
| 14 | TLTISHARES TR | 53,350 | $6.4M | 0.66% | |
| 15 | IJKISHARES TR | 28,361 | $4.6M | 0.47% | |
| 16 | AGGISHARES TR | 41,725 | $4.5M | 0.46% | |
| 17 | HEWJISHARES TR | 154,954 | $4.4M | 0.45% | |
| 18 | XOPUSDSPDR SERIES TRUST | 123,880 | $3.7M | 0.38% | |
| 19 | HEDJWISDOMTREE TR | 25,527 | $1.4M | 0.14% |